Problem 7.01 – Yize Shen at Sumatra Funds
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Difficulty – Medium
Given the current exchange rate between the USD and the SGD, along with a table conveying information about put and call options on the SGD, you are asked to decide which kind of option should be purchased by Yize Shen. Finally, you are asked to compute the gross profits and net profits at various spot rates at the end of 90 days.
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